In urethane‐anaesthetized rats, we assessed the protective effects of glucocorticoids against heatstroke‐induced arterial hypotension and ischaemic neuronal damage. Heatstroke was induced by exposing the animals to an ambient temperature of 42°C. The time at which both the mean arterial pressure (MAP) and local cerebral blood flow (CBF) in the striatum decreased from their peak levels was taken as the onset of heatstroke. Control rats were exposed to a temperature of 24°C. The values of MAP and CBF after heatstroke onset were all significantly lower than those in control rats. However, the neuronal damage score in the striatum and serum levels of interleukin‐1β (IL‐1β) were greater. Systemic pretreatment or treatment with an exogenous glucocorticoid, dexamethasone (4 mg or 6 mg kg−1, i.v.), reduced the heatstroke‐induced arterial hypotension, serum IL‐1β levels, cerebral ischaemia and neuronal damage, and resulted in prolongation of the time to death (TTD; the interval between the onset of heat stress and cardiac arrest). Following bilateral adrenalectomy, MAP, CBF and TTD values were found to be significantly lower in the adrenalectomized (ADX) rats than in the sham‐ADX rats after heat exposure. These changes were attenuated by dexamethasone. The data support the argument that glucocorticoids reduce the plasma IL‐1β concentration and may provide the neuroprotective effects observed in rat heatstroke.